Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 1,10% | 1,64 CHF | 1,65 CHF | 84 000 | 84 000 | 37 584 | 37 584 | 61 411 CHF | 61 981 CHF | 99,90% | 99,90% |
14/08/2024 | 1,12% | 1,62 CHF | 1,63 CHF | 84 000 | 84 000 | 38 189 | 38 189 | 61 443 CHF | 62 023 CHF | 99,27% | 99,27% |
13/08/2024 | 1,12% | 1,60 CHF | 1,61 CHF | 85 000 | 85 000 | 37 924 | 37 924 | 60 487 CHF | 61 062 CHF | 100,00% | 100,00% |
12/08/2024 | 1,10% | 1,59 CHF | 1,60 CHF | 85 000 | 85 000 | 37 690 | 37 690 | 61 077 CHF | 61 648 CHF | 99,02% | 99,02% |
09/08/2024 | 1,10% | 1,62 CHF | 1,63 CHF | 84 000 | 84 000 | 37 696 | 37 696 | 61 293 CHF | 61 864 CHF | 99,88% | 99,88% |
08/08/2024 | 1,12% | 1,63 CHF | 1,64 CHF | 84 000 | 84 000 | 38 214 | 38 214 | 61 412 CHF | 61 994 CHF | 99,97% | 99,97% |
07/08/2024 | 1,13% | 1,66 CHF | 1,67 CHF | 84 000 | 84 000 | 38 239 | 38 239 | 61 454 CHF | 62 036 CHF | 99,98% | 99,98% |
06/08/2024 | 1,22% | 1,62 CHF | 1,63 CHF | 85 000 | 85 000 | 38 710 | 38 710 | 61 442 CHF | 62 062 CHF | 99,84% | 99,84% |
02/08/2024 | 1,13% | 1,56 CHF | 1,57 CHF | 86 000 | 86 000 | 38 297 | 38 297 | 61 594 CHF | 62 177 CHF | 99,89% | 99,89% |
30/07/2024 | 1,18% | 1,55 CHF | 1,56 CHF | 84 000 | 84 000 | 37 703 | 37 703 | 57 528 CHF | 58 099 CHF | 99,90% | 99,90% |